Estimation in Cox proportional hazards model with heteroscedastic errors in covariates        
        
    
        Volume 11, Issue 4 (2024), pp. 479–489
            
    
                    Pub. online: 30 May 2024
                    
        Type: Research Article
            
                
            
Open Access
        
            
    
                Received
1 March 2024
                                    1 March 2024
                Revised
13 May 2024
                                    13 May 2024
                Accepted
14 May 2024
                                    14 May 2024
                Published
30 May 2024
                    30 May 2024
Abstract
Consistent estimators of the baseline hazard rate and the regression parameter are constructed in the Cox proportional hazards model with heteroscedastic measurement errors, assuming that the baseline hazard function belongs to a certain class of functions with bounded Lipschitz constants.
            References
 Augustin, T.: An exact corrected log-likelihood function for Cox’s proportional hazards model under measurement error and some extensions. Scand. J. Stat. 31(1), 43–50 (2004). MR2042597. https://doi.org/10.1111/j.1467-9469.2004.00371.x
 Augustin, T., Döring, A., Rummel, D.: Regression calibration for Cox regression under heteroscedastic measurement error—determining risk factors of cardiovascular diseases from error-prone nutritional replication data. In: Recent Advances in Linear Models and Related Areas, pp. 253–278. Springer (2008). MR2523854. https://doi.org/10.1007/978-3-7908-2064-5_13
 Cox, D.R.: Regression models and life-tables. J. Roy. Statist. Soc. Ser. B 34, 187–220 (1972). MR0341758
 Durot, C., Lopuhaä, H.P.: Limit theory in monotone function estimation. Statist. Sci. 33(4), 547–567 (2018). MR3881208. https://doi.org/10.1214/18-STS664
 Feller, W.: An Introduction to Probability Theory and Its Applications. Vol. I, 509 (1968). MR0228020
 Grenander, U.: On the theory of mortality measurement. II. Skand. Aktuarietidskr. 39, 125–1531957 (1956). MR0093415. https://doi.org/10.1080/03461238.1956.10414944
 Groeneboom, P., Jongbloed, G.: Some developments in the theory of shape constrained inference. Statist. Sci. 33(4), 473–492 (2018). MR3881204. https://doi.org/10.1214/18-STS657
 Kalbfleisch, J.D., Prentice, R.L.: The Statistical Analysis of Failure Time Data vol. 360. John Wiley & Sons (2011) MR0570114
 Kong, F.H., Gu, M.: Consistent estimation in Cox proportional hazards model with covariate measurement errors. Statist. Sinica 9(4), 953–969 (1999). MR1744820
 Kukush, A., Baran, S., Fazekas, I., Usoltseva, E.: Simultaneous estimation of baseline hazard rate and regression parameters in Cox proportional hazards model with measurement error. J. Statist. Res. 45(2), 77–94 (2011). MR2934363
 Kukush, O.G., Chernova, O.O.: Consistent estimation in the Cox proportional hazards model with measurement errors under an unboundedness condition for the parameter set. Teor. Ĭmovı¯r. Mat. Stat. 96, 100–109 (2017). MR3666874. https://doi.org/10.1090/tpms/1036
 Lawless, J.F.: Statistical Models and Methods for Lifetime Data vol. 362. John Wiley & Sons (2011) MR0640866
 Lopuhaä, H.P., Nane, G.F.: Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model. Scand. J. Stat. 40(3), 619–646 (2013). MR3091700. https://doi.org/10.1002/sjos.12008
 Qin, J., Deng, G., Ning, J., Yuan, A., Shen, Y.: Estrogen receptor expression on breast cancer patients’ survival under shape-restricted Cox regression model. Ann. Appl. Stat. 15(3), 1291–1307 (2021). MR4316649. https://doi.org/10.1214/21-aoas1446
 Samworth, R.J.: Recent progress in log-concave density estimation. Statist. Sci. 33(4), 493–509 (2018). MR3881205. https://doi.org/10.1214/18-STS666
 Wallace, M.: Analysis in an imperfect world. Significance 17(1), 14–19 (2020). MR4446481